[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: xttobit and heteroskedasticity
I am working with the command xttobit (dependent variable has lot of
zeros). I have read that clad is robust to heteroscedasticity and is
consistent and asymptotically normal for a wide class of error
distributions. I would like to do something like that with data
panel as I have a problem of heteroskedasticity and I know in that
case the estimation with xttobit can be very bad.
As far as I know there is no "xtclad" command. Has someone a
Thank you very much in advance to all.
Need a new email address that people can remember
Check out the new EudoraMail at
* For searches and help try: